Pages that link to "Item:Q4332214"

The following pages link to Portfolio choice and the Bayesian Kelly criterion (Q4332214):

Displaying 22 items.

• Maximizing the probability of a perfect hedge (Q1578595) (← links)
• Simulated annealing algorithm for optimal capital growth (Q1782909) (← links)
• Optimal trading strategy for an investor: the case of partial information (Q1805777) (← links)
• High-risk and competitive investment models (Q1854797) (← links)
• Utility maximization with partial information: Hamilton-Jacobi-Bellman equation approach (Q2477578) (← links)
• Analysis of Kelly-optimal portfolios (Q2786274) (← links)
• A stochastic-difference-equation model for hedge-fund returns (Q2786276) (← links)
• FROM RAGS TO RICHES: ON CONSTANT PROPORTIONS INVESTMENT STRATEGIES (Q3022063) (← links)
• Time to wealth goals in capital accumulation (Q3375375) (← links)
• Log-optimal investment in the long run with proportional transaction costs when using shadow prices (Q3466270) (← links)
• A CONTINUOUS TIME APPROXIMATION OF AN EVOLUTIONARY STOCK MARKET MODEL (Q3498244) (← links)
• Investment strategies in the long run with proportional transaction costs and a HARA utility function (Q3623414) (← links)
• MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY (Q4419298) (← links)
• GENERALIZED FRAMEWORK FOR APPLYING THE KELLY CRITERION TO STOCK MARKETS (Q4584701) (← links)
• Welfare effects of information and rationality in portfolio decisions under parameter uncertainty (Q4619541) (← links)
• Kelly Criterion: From a Simple Random Walk to Lévy Processes (Q4987720) (← links)
• Kelly investing with downside risk control in a regime-switching market (Q5068071) (← links)
• A renewal theory approach to two-state switching problems with infinite values (Q5109486) (← links)
• The Myopic Property in Decision Models (Q5118435) (← links)
• INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS (Q5483444) (← links)
• MODEL PERFORMANCE MEASURES FOR EXPECTED UTILITY MAXIMIZING INVESTORS (Q5696858) (← links)
• Almost log-optimal trading strategies for small transaction costs in model with stochastic coefficients (Q5878540) (← links)